The equity share of SSC ltd 7:16 In, at, out the money 11:58 Intrinsic & time value 13:43 Mr A 17:30 Example 5 25:19 Equity share of PQR ltd 26:09 You as an investor (24) 29:43 Mr P 36:43 Risk neutral (example 7) 46:33 The current market price (26) 52:59 Sumana wanted to buy (27) 54:10 Example 10 two period binomial 56:20 Consider a two year call (28) 1:05:49 Delta hedging 1:9:13 Ab ltd (similar) (30) 1:14:52 Black scholes model 1:20:11
for my reference only- HERE QB IS AIR1CA QB 1:25 Part (1) Options 6:46 TYK 20 (23) 10:45 Theory 15:00 Stock Lending Scheme 17:17 Jan 21 (58PM) = PORTFOLIO OLD QB 58 23:59 Expected value of Option 25:50 TYK 17 - OLD QB 22 29:23 TYK 18 LDR = OLD QB 23 33:38 Part (2) (Straddles & Strangles) 36:10 TYK 19 LDR = O;LD SM 21 39:23 TYK 15 = OLD QB- 19 39:43 TYK 16 QB 20 41:30 Part (3) Option Pricing & Valuation 43:45 Model I Binomial 46:04 A) Risk Neutral Probability 52:42 TYK 24 QB 29 53:55 TYK 21 (27) 56:07 Two Period Binomial 1:05:34 TYK 23 = old QB 23F 1:08:38 B) Delta Hedging 1:14:35 TYK 22 LDR QB 31 1:20:00 Model III Black Scholes Model 1:24:44 TYK 25 (32) 1:29:25 illu 03 (31)
14:40 Intrinsic value 17:21 SLS 35:31 Straddles & Strangles 42:37 Option Pricing and valuation 57:35 Example 10 1:16:00 AB Ltd Delta hedging 1:20:11 BSM Model
Please note at time stamp 1:05:32, for European option ""such tyoe of cross check is NOT required", only for American option you cross check and take the higher value.
Thank you so much sir. There are n number of teacher uploading revision videos on youtube but you are an exception to all of them. Not even 1 single time you asked viewers to buy your books or courses. Most selfless help available on youtube for AFM. I bought classes for some other faculty but your revision video on youtube were much much more helpful to me to understand concepts and solve question than their full time batch. I was a self study student and only referred to your AFM revision videos for my exam. Just cant believe you explained so difficult concepts in a manner i felt i already knew those even without studying, You suggested module question numbers for the ease of students. I scored an exemption in AFM and 100 percent credit goes to you. For a self study student scoring an exemption in 1st attempt it self, it was a very big deal for me. Thank you so much sir for your selfless efforts and dedication. You are most underrated teachers on youtube, i wish more and more students look at your channel and get an opportunity for learning from you. Thank you once again sir 😍😍❤❤😇😇
@@desidil1253 mene bhi unhi ke lecs liye the kya ghatiya books hai unki upar se koi revision videos vagera nahi. pavan sir ke revision se hi sab samajh aa rha hai.
@pavan sir classes @23:44 divident isliye nhi ayega sir because divident use mila hoga fir usne wapis kr diya tw uski cost kuch thodi badhegi isse accordingly profit loss m consider nhi krenge
0:28 Derivatives Introduction 1:37 Options 3:42 Eg On Call option - Break even point in Call & Tabular Solution at Various prices 7:11 Eg Similar to TYK 20 ( Call & Put ) 10:49 Types of Option on the basis of maturity 11:59 In the money at the money out of money intrensic value time value 15:07 Short Selling
Sir SLS scheme ke que me aapne bola ki short seller M/s XYZ ke pl se dividend payment bhi deduct honi chahiye... But wo kyu deduct hoga??? Bcz SLS me ownership to trf hoti nhi.. to ABC co directly dividend payment Mr A ko hi kregi.. na ki XYZ short seller...
short seller share borrow karta hai stock lender se aur short sell karta hai and later buy karta hai at lower price. Abhi shares toh short sell ho gaya na aab yeh shares per dividend short seller ko nahi milega company se ki woh transfer kar sake stock lender ko. Aab stock lender ko aapni jeb se hi dividend ka paisa dena hoga stock seller ko. Aur Q2 mai profit and loss to M/S XYZ usme icai ko dividend amt bhi lena chahiye tha per ICAI ne nahi liya hai per hume ICAI ne jaisa kiya hai waisa hi karna hoga.
The equity share of SSC ltd 7:16
In, at, out the money 11:58
Intrinsic & time value 13:43
Mr A 17:30
Example 5 25:19
Equity share of PQR ltd 26:09
You as an investor (24) 29:43
Mr P 36:43
Risk neutral (example 7) 46:33
The current market price (26) 52:59
Sumana wanted to buy (27) 54:10
Example 10 two period binomial 56:20
Consider a two year call (28) 1:05:49
Delta hedging 1:9:13
Ab ltd (similar) (30) 1:14:52
Black scholes model 1:20:11
17:30
❤
@akhileshladdha2596
4 months ago (edited)
1:25 Part (1) Options
6:46 TYK 20 (23)
10:45 Theory
15:00 Stock Lending Scheme
17:17 Jan 21 (58PM)
23:59 Expected value of Option
25:50 TYK 17 (25)
29:23 TYK 18 (24) LDR
33:38 Part (2) (Straddles & Strangles)
36:10 TYK 19 (22) LDR
39:23 TYK 15 (20)
39:43 TYK 16 (21)
41:30 Part (3) Option Pricing & Valuation
43:45 Model I Binomial
46:04 A) Risk Neutral Probability
52:42 TYK 24 (26)
53:55 TYK 21 (27)
56:07 Two Period Binomial
1:05:34 TYK 23 (28)
1:08:38 B) Delta Hedging
1:14:35 TYK 22 (30) LDR
1:20:00 Model III Black Scholes Model
1:24:44 TYK 25 (32)
1:29:25 illu 03 (31)
15:00
17:17
29:23
36:10
51:10 see all
52:30 see put example
56:00
1:14:50
1:20:00 -1:31:30
for my reference only- HERE QB IS AIR1CA QB
1:25 Part (1) Options
6:46 TYK 20 (23)
10:45 Theory
15:00 Stock Lending Scheme
17:17 Jan 21 (58PM) = PORTFOLIO OLD QB 58
23:59 Expected value of Option
25:50 TYK 17 - OLD QB 22
29:23 TYK 18 LDR = OLD QB 23
33:38 Part (2) (Straddles & Strangles)
36:10 TYK 19 LDR = O;LD SM 21
39:23 TYK 15 = OLD QB- 19
39:43 TYK 16 QB 20
41:30 Part (3) Option Pricing & Valuation
43:45 Model I Binomial
46:04 A) Risk Neutral Probability
52:42 TYK 24 QB 29
53:55 TYK 21 (27)
56:07 Two Period Binomial
1:05:34 TYK 23 = old QB 23F
1:08:38 B) Delta Hedging
1:14:35 TYK 22 LDR QB 31
1:20:00 Model III Black Scholes Model
1:24:44 TYK 25 (32)
1:29:25 illu 03 (31)
14:40 Intrinsic value
17:21 SLS
35:31 Straddles & Strangles
42:37 Option Pricing and valuation
57:35 Example 10
1:16:00 AB Ltd Delta hedging
1:20:11 BSM Model
19:43 stock lending scheme, dividend ka benifit original holder ko hi milta hai
1:14:59 * 4th point
1:24:36 BSM pending
1:26:11 how to find N(D1)
1:25 Part (1) Options
6:46 TYK 20 (23)
10:45 Theory
15:00 Stock Lending Scheme
17:17 Jan 21 (58PM)
23:59 Expected value of Option
25:50 TYK 17 (25)
29:23 TYK 18 (24) LDR
33:38 Part (2) (Straddles & Strangles)
36:10 TYK 19 (22) LDR
39:23 TYK 15 (20)
39:43 TYK 16 (21)
41:30 Part (3) Option Pricing & Valuation
43:45 Model I Binomial
46:04 A) Risk Neutral Probability
52:42 TYK 24 (26)
53:55 TYK 21 (27)
56:07 Two Period Binomial
1:05:34 TYK 23 (28)
1:08:38 B) Delta Hedging
1:14:35 TYK 22 (30) LDR
1:20:00 Model III Black Scholes Model
1:24:44 TYK 25 (32)
1:29:25 illu 03 (31)
Thank you 👍
SHUKRAN
Thank you
Please note at time stamp 1:05:32, for European option ""such tyoe of cross check is NOT required", only for American option you cross check and take the higher value.
Thank you so much sir. There are n number of teacher uploading revision videos on youtube but you are an exception to all of them. Not even 1 single time you asked viewers to buy your books or courses. Most selfless help available on youtube for AFM. I bought classes for some other faculty but your revision video on youtube were much much more helpful to me to understand concepts and solve question than their full time batch. I was a self study student and only referred to your AFM revision videos for my exam. Just cant believe you explained so difficult concepts in a manner i felt i already knew those even without studying, You suggested module question numbers for the ease of students. I scored an exemption in AFM and 100 percent credit goes to you. For a self study student scoring an exemption in 1st attempt it self, it was a very big deal for me. Thank you so much sir for your selfless efforts and dedication. You are most underrated teachers on youtube, i wish more and more students look at your channel and get an opportunity for learning from you. Thank you once again sir 😍😍❤❤😇😇
17:21 - 23:55 - Short Selling/Stock Lending Scheme Question
57:40 - 1:05:30 -Two Step Binomial Model American
Imp
At the money 11:50
17:22 Q2 Jan 21 exam
29:22 Q6 TYK 18
for self
short selling and stock lending scheme ..exam ques jan 2021- 15:04
00:33:30 OPTION STRATEGY
00:41:32 VALUATION OF OPTION
Thank you so so much sir I cleared my CMA today 🎉❤
Thank you so much sir.. Aapke chalte AFM exempt ho gya mera.. and now I am a CA. Thanks for all the guidance and support.
Me self study kr rhi hu ..sir k revision videos enough hai kya..mene bht pehle aditya jain sir ki class li thi
Yes sure.. go through these revision videos 2-3 times and practice all questions.. exemption ke liye itna kaafi hai😅
@@desidil1253 mene bhi unhi ke lecs liye the kya ghatiya books hai unki upar se koi revision videos vagera nahi. pavan sir ke revision se hi sab samajh aa rha hai.
@pavan sir classes @23:44 divident isliye nhi ayega sir because divident use mila hoga fir usne wapis kr diya tw uski cost kuch thodi badhegi isse accordingly profit loss m consider nhi krenge
Good observation, thanks
1:19:57 BSM
1:02:09 Que. 15
41:38 Option Valuation
Thank you for revision viedo . Much needed for your old batch student
Short sale(Jan 2021) 17:22
17:21 Ldr
50:00 Risk neutral probability
1:11:00 delta hedging
Thank You so much Sir 🙏
Thank you sir ❤❤❤❤❤❤
0:28 Derivatives Introduction
1:37 Options
3:42 Eg On Call option - Break even point in Call & Tabular Solution at Various prices
7:11 Eg Similar to TYK 20 ( Call & Put )
10:49 Types of Option on the basis of maturity
11:59 In the money at the money out of money intrensic value time value
15:07 Short Selling
Sir SLS scheme ke que me aapne bola ki short seller M/s XYZ ke pl se dividend payment bhi deduct honi chahiye... But wo kyu deduct hoga???
Bcz SLS me ownership to trf hoti nhi.. to ABC co directly dividend payment Mr A ko hi kregi.. na ki XYZ short seller...
46:54 1:20:04 black sholes
17:21 Share Lending Scheme
Sir please upload rest of the revision lectures for may 24 exams
Sir short selling mai dividend insliye nahi hua kyu ki same amount of dividend he will receive from company and will pass the same to the lender...
short seller share borrow karta hai stock lender se aur short sell karta hai and later buy karta hai at lower price. Abhi shares toh short sell ho gaya na aab yeh shares per dividend short seller ko nahi milega company se ki woh transfer kar sake stock lender ko. Aab stock lender ko aapni jeb se hi dividend ka paisa dena hoga stock seller ko. Aur Q2 mai profit and loss to M/S XYZ usme icai ko dividend amt bhi lena chahiye tha per ICAI ne nahi liya hai per hume ICAI ne jaisa kiya hai waisa hi karna hoga.
1:20:00 BSM
1:14:35 TYK 22
Baki chap ke bhi revision video upload kardo sir
1:15:07 Q16
1:29:55 ques 32
1:52
Sir please upload forex revision video
Sir ap test nhi provide kraoge ab?
Sir please provide the solution of Nov 23 Binomial ques..
🙏🙏🙏 thank you sir
When will the next part come?
Black Scholes (BSM) detailed video link below.
th-cam.com/video/06lmmlyV7SY/w-d-xo.htmlsi=1Yzn51HpWTSuua6V
Sir will there be no test conducted?
Part 2 please upload soon sir
1:01:41
Sir please upload the second part as well so that we can complete it with amendments
Next Part Kab Aayega Sir?
3rd march
Baki chaptr k bhi revision I h kya ? Corp val
Merger ?.@@MeMe-hb7iy
Sir business valuation kb doge
For me..
Revise@35 min
Sir please upload part 2
Expected voo gp*probability
Sir part 2 plzzzz
Sir please thoda detail ❤❤
Brother sir ka already regular class or detailed revision hai TH-cam pr
Sir inter bhul mat jaana
I'm first, I'm first. 🔥 😅
Thankyou sir
1:25 Part (1) Options
6:46 TYK 20 (23)
10:45 Theory
15:00 Stock Lending Scheme
17:17 Jan 21 (58PM)
23:59 Expected value of Option
25:50 TYK 17 (25)
29:23 TYK 18 (24) LDR
33:38 Part (2) (Straddles & Strangles)
36:10 TYK 19 (22) LDR
39:23 TYK 15 (20)
39:43 TYK 16 (21)
41:30 Part (3) Option Pricing & Valuation
43:45 Model I Binomial
46:04 A) Risk Neutral Probability
52:42 TYK 24 (26)
53:55 TYK 21 (27)
56:07 Two Period Binomial
1:05:34 TYK 23 (28)
1:08:38 B) Delta Hedging
1:14:35 TYK 22 (30) LDR
1:20:00 Model III Black Scholes Model
1:24:44 TYK 25 (32)
1:29:25 illu 03 (31)
Thanks
thanks!
Thank you so much
Sir, Please upload the next part. We're waiting....